位置：成果数据库 > 期刊 > 期刊详情页
Stochastic differential games for fully coupled FBSDEs with jumps
  • ISSN号：0095-4616
  • 期刊名称：Applied Mathematics and Optimization
  • 时间：2015.5.20
  • 页码：411-448
  • 相关项目：随机微分对策和随机控制理论及其应用
作者： Juan Li|Qingmeng Wei|
同期刊论文项目
随机微分对策和随机控制理论及其应用
期刊论文 11
同项目期刊论文
Value in mixed strategies for sero-sum stochastic differential games without Isaacs condition
Controlledreflected mean-field backward stochastic differential equations coupled withvalue function
Optimal stochastic control with recursive cost functionals of stochastic differentialsystems reflect
Controlled Mean-Field Backward Stochastic Differential Equations with Jumps Involving the Value Function